Open Access
2010 Orthogonality and probability: mixing times
Yevgeniy Kovchegov
Author Affiliations +
Electron. Commun. Probab. 15: 59-67 (2010). DOI: 10.1214/ECP.v15-1525

Abstract

We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.

Citation

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Yevgeniy Kovchegov. "Orthogonality and probability: mixing times." Electron. Commun. Probab. 15 59 - 67, 2010. https://doi.org/10.1214/ECP.v15-1525

Information

Accepted: 28 February 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1195.60051
MathSciNet: MR2595683
Digital Object Identifier: 10.1214/ECP.v15-1525

Subjects:
Primary: 60G05
Secondary: 37A30

Keywords: mixing rates , orthogonal polynomials , Random walks

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